DLNG Options History — January 2024 In January 2024, DLNG traded between $2.70 and $2.95. ATM implied volatility averaged 63.8%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 31.4% (HV 20d: 32.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-17 : Highest Volume — 44 contracts2024-01-19 : Largest IV spike — 114.4% change2024-01-09 : Highest IV Rank — 44.8%2024-01-02 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.86 $2.70 $2.95 $2.83 $2.74 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 63.8% 33.6% 144.7% 105.7% 46.1% Expected Move 15.7% 8.8% 30.3% 30.3% 13.2% HV 20d 32.4% 24.8% 36.4% 31.3% 32.5% HV 60d 27.0% 24.9% 28.8% 25.2% 28.8% IV Rank 13.6% 1.9% 44.8% 29.7% 6.8% IV Percentile 44.7% 3.6% 96.4% 87.3% 21.0% Term Structure -31.5% -106.6% 70.7% -34.2% -11.8% Bid-Ask Spread % 52.02 27.71 95.68 95.68 30.48 Gamma HHI 0.77 0.60 0.94 0.77 0.60 Net GEX -389 -720 -63 -720 -77 Net DEX -7.3K -15.3K 2.6K 1.4K -15.3K Net VEX -109 -150 -66 -123 -150 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 7.095 0 44 1 0 Total OI 451.333 294 556 555 353
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $2.83 $2.50 105.7% 30.3% 31.3% 29.7% 0.0% 0.0% -34.2% -720 1.4K -123 0.00 95.68 N/A N/A 1 0 305 250 2024-01-03 $2.92 $2.50 103.0% 29.5% 32.9% 28.7% 0.0% 0.0% -21.3% -713 2.6K -128 0.00 80.75 N/A N/A 7 0 306 250 2024-01-04 $2.95 $0.00 59.4% 8.8% 32.2% 11.9% 0.0% 0.0% -8.5% -524 -7.5K -88 0.00 41.25 N/A N/A 8 0 299 250 2024-01-05 $2.94 $0.00 62.6% 10.2% 31.6% 13.1% 0.0% 0.0% -17.7% -563 -7.1K -94 0.00 27.71 N/A N/A 43 0 291 250 2024-01-08 $2.95 $0.00 69.5% 12.9% 30.2% 15.8% 0.0% 0.0% -34.9% -561 -7.1K -83 0.00 70.08 N/A N/A 0 0 267 250 2024-01-09 $2.93 $0.00 144.7% 10.9% 29.9% 44.8% 0.0% 0.0% -20.0% -605 -1.4K -95 0.00 35.18 N/A N/A 1 0 267 250 2024-01-10 $2.92 $0.00 75.1% 21.5% 29.8% 18.0% 0.0% 0.0% -93.1% -609 -1.3K -99 0.00 58.51 N/A N/A 0 0 268 250 2024-01-11 $2.94 $0.00 71.3% 20.4% 27.3% 16.5% 0.0% 0.0% -85.7% -559 -2.1K -94 0.00 63.79 N/A N/A 0 0 268 250 2024-01-12 $2.92 $0.00 69.0% 19.8% 25.9% 15.6% 0.0% 0.0% -79.7% -529 -2.1K -94 0.00 52.11 N/A N/A 2 0 268 250 2024-01-16 $2.95 $0.00 72.0% 20.7% 24.8% 16.8% 0.0% 0.0% -84.6% -230 -9.3K -66 0.00 63.37 N/A N/A 0 0 266 250 2024-01-17 $2.76 $0.00 37.4% 10.7% 35.0% 3.4% 0.0% 0.0% -9.2% -451 33 -101 0.00 36.75 N/A N/A 44 0 266 250 2024-01-18 $2.84 $0.00 39.2% 11.2% 36.4% 4.1% 0.0% 0.0% -12.2% -239 -14.3K -106 0.00 32.85 N/A N/A 0 0 304 250 2024-01-19 $2.87 $0.00 84.0% 24.1% 36.3% 21.4% 0.0% 0.0% -106.6% -209 -14.4K -109 0.00 64.03 N/A N/A 0 12 304 250 2024-01-22 $2.85 $0.00 41.3% 11.8% 36.3% 4.9% 0.0% 0.0% -17.0% -228 -13.6K -105 0.00 28.20 N/A N/A 0 10 158 136 2024-01-23 $2.86 $0.00 51.8% 14.8% 34.1% 8.9% 0.0% 0.0% -37.7% -250 -13.3K -115 0.00 56.19 N/A N/A 0 0 158 146 2024-01-24 $2.85 $0.00 48.3% 13.8% 33.9% 7.6% 0.0% 0.0% -29.1% -260 -11.2K -115 0.00 69.21 N/A N/A 0 0 158 146 2024-01-25 $2.82 $0.00 45.6% 13.1% 34.0% 6.6% 0.0% 0.0% -28.2% -294 -12.8K -109 0.00 41.13 N/A N/A 0 0 158 146 2024-01-26 $2.75 $0.00 39.7% 11.4% 35.1% 4.3% 0.0% 0.0% 7.3% -256 -6.8K -134 0.00 32.23 N/A N/A 21 0 168 146 2024-01-29 $2.70 $0.00 39.5% 11.3% 35.7% 4.2% 0.0% 0.0% -8.0% -63 -8.6K -132 0.00 38.33 N/A N/A 0 0 189 149 2024-01-30 $2.71 $0.00 33.6% 9.6% 34.9% 1.9% 0.0% 0.0% 70.7% -228 -10.0K -149 0.00 74.57 N/A N/A 0 0 189 149 2024-01-31 $2.74 $2.50 46.1% 13.2% 32.5% 6.8% 0.0% 0.0% -11.8% -77 -15.3K -150 0.00 30.48 N/A N/A 0 0 204 149
« Dec 2023 | All History | Feb 2024 » Home DLNG History January 2024